Anic Equity¶

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Total return since start: 0.711 %¶

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Equity now: -----------------------------> 52256.56 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48125.49 Kr¶

PnL: ---------------------------------------> -806.51 Kr¶

DD now: ---------------------------------> -1.626 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 16:42:33.253219'

Anic Portfolio¶

Today¶

Return: 0.349 %¶

This Week¶

Return: -0.114 %¶

Total portfolio value¶

Return including deposits: 71.075 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
BHG Group 49 7.080000 703.640000 64.640000 10.120000 638.999984
Xvivo Perfusion 3 -0.510000 877.500000 32.500000 3.850000 845.000001
Biotage 4 1.350000 632.400000 29.400000 4.880000 603.000000
Embracer Group B 26 2.490000 691.340000 29.340000 4.430000 661.999988
Vitrolife 3 1.730000 704.400000 27.400000 4.050000 677.000001
Eastnine 6 0.350000 680.400000 23.400000 3.560000 657.000000
Fortnox 10 1.660000 687.600000 19.600000 2.930000 668.000000
Addtech B 3 0.250000 717.000000 17.000000 2.430000 699.999999
Humana 40 3.860000 688.000000 14.000000 2.080000 674.000000
Svolder B 35 -0.080000 2191.000000 12.000000 0.550000 2179.000005
Sedana Medical 135 5.030000 4341.600000 10.600000 0.240000 4330.999935
Addnode Group B 6 -0.240000 758.400000 6.400000 0.850000 751.999998
SynAct Pharma 9 -1.090000 650.700000 5.700000 0.880000 645.000003
NCC B 7 0.160000 657.650000 3.650000 0.560000 653.999997
Latour B 2 -0.750000 448.600000 -0.400000 -0.090000 449.000000
Indutrade 5 -0.750000 1318.500000 -1.500000 -0.110000 1320.000000
SCA A 4 0.820000 592.800000 -6.200000 -1.040000 599.000000
Volati 5 -1.050000 567.000000 -7.000000 -1.220000 574.000000
NCC A 6 -1.800000 589.200000 -9.800000 -1.640000 598.999998
Gaming Innovation Group 161 0.780000 4177.950000 -10.050000 -0.240000 4187.999942
Sampo Oyj SDB 1 -1.100000 493.000000 -12.000000 -2.380000 505.000000
Investor B 3 -0.650000 644.550000 -13.450000 -2.040000 657.999999
Profoto Holding 7 -1.930000 568.400000 -13.600000 -2.340000 581.999999
Sdiptech B 3 -1.970000 808.200000 -13.800000 -1.680000 822.000000
BONESUPPORT HOLDING 10 0.000000 1210.000000 -14.000000 -1.140000 1224.000000
Nolato B 12 -2.500000 631.200000 -16.800000 -2.590000 648.000000
Lime Technologies 2 -4.120000 559.000000 -34.000000 -5.730000 593.000000
Ambea 68 0.720000 2483.360000 -53.640000 -2.110000 2537.000032
Creades A 7 -0.570000 545.650000 -65.350000 -10.700000 610.999998
Lundin Gold 7 -1.370000 904.400000 -69.600000 -7.150000 973.999999
Balco Group 39 -1.520000 1772.550000 -102.450000 -5.460000 1874.999997
Investor A 16 -0.830000 3436.800000 -108.200000 -3.050000 3545.000000
New Wave B 40 0.010000 3760.400000 -155.600000 -3.970000 3916.000000
Wästbygg Gruppen B 80 -1.790000 2640.000000 -231.000000 -8.050000 2871.000000
Bactiguard Holding B 37 3.300000 2660.300000 -306.700000 -10.340000 2966.999993
TOTAL 48125.490000 -806.510000 -1.6261% 48931.999868

Updated:¶

'2023-06-14 16:42:51.021280'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶